^This. Click on download replay and the only way to watch that replay is to wait in that screen. The replay wont be shown int he downloads tab until you restart the game.

Also would be pretty nice to have them shown while downloading in the downloads tab with some progress bar for when you want to download several ones and you cant keep track of them.

One more thing. Be able to name them when click on the download button. This could be a checkbox option in settings.